Fourth Moment Theorem and q-Brownian Chaos

被引:12
|
作者
Deya, Aurelien [1 ]
Noreddine, Salim [2 ]
Nourdin, Ivan [1 ]
机构
[1] Univ Lorraine, Inst Elie Cartan, F-54506 Vandoeuvre Les Nancy, France
[2] Univ Paris 06, Lab Probabil & Modeles Aleatoires, F-75252 Paris 5, France
关键词
CENTRAL LIMIT-THEOREMS; RESPECT;
D O I
10.1007/s00220-012-1631-8
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
In 2005, Nualart and Peccati (Ann Probab 33(1):177-193, 2005) proved the so-called Fourth Moment Theorem asserting that, for a sequence of normalized multiple Wiener-It integrals to converge to the standard Gaussian law, it is necessary and sufficient that its fourth moment tends to 3. A few years later, Kemp et al. (Ann Probab 40(4):1577-1635, 2011) extended this theorem to a sequence of normalized multiple Wigner integrals, in the context of the free Brownian motion. The q-Brownian motion, , introduced by the physicists Frisch and Bourret (J Math Phys 11:364-390, 1970) in 1970 and mathematically studied by BoA1/4ejko and Speicher (Commun Math Phys 137:519-531, 1991), interpolates between the classical Brownian motion (q = 1) and the free Brownian motion (q = 0), and is one of the nicest examples of non-commutative processes. The question we shall solve in this paper is the following: what does the Fourth Moment Theorem become when dealing with a q-Brownian motion?.
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页码:113 / 134
页数:22
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